ECBOT 30 Year Treasury Bond Future December 2021
Trading Metrics calculated at close of trading on 27-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
162-13 |
162-10 |
-0-03 |
-0.1% |
164-06 |
High |
162-21 |
163-08 |
0-19 |
0.4% |
164-10 |
Low |
161-25 |
162-09 |
0-16 |
0.3% |
161-25 |
Close |
162-16 |
162-30 |
0-14 |
0.3% |
162-30 |
Range |
0-28 |
0-31 |
0-03 |
10.7% |
2-17 |
ATR |
1-05 |
1-05 |
0-00 |
-1.2% |
0-00 |
Volume |
570,295 |
322,825 |
-247,470 |
-43.4% |
1,823,393 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-23 |
165-10 |
163-15 |
|
R3 |
164-24 |
164-11 |
163-07 |
|
R2 |
163-25 |
163-25 |
163-04 |
|
R1 |
163-12 |
163-12 |
163-01 |
163-18 |
PP |
162-26 |
162-26 |
162-26 |
162-30 |
S1 |
162-13 |
162-13 |
162-27 |
162-20 |
S2 |
161-27 |
161-27 |
162-24 |
|
S3 |
160-28 |
161-14 |
162-21 |
|
S4 |
159-29 |
160-15 |
162-13 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-19 |
169-10 |
164-11 |
|
R3 |
168-02 |
166-25 |
163-20 |
|
R2 |
165-17 |
165-17 |
163-13 |
|
R1 |
164-08 |
164-08 |
163-05 |
163-20 |
PP |
163-00 |
163-00 |
163-00 |
162-23 |
S1 |
161-23 |
161-23 |
162-23 |
161-03 |
S2 |
160-15 |
160-15 |
162-15 |
|
S3 |
157-30 |
159-06 |
162-08 |
|
S4 |
155-13 |
156-21 |
161-17 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-12 |
2.618 |
165-25 |
1.618 |
164-26 |
1.000 |
164-07 |
0.618 |
163-27 |
HIGH |
163-08 |
0.618 |
162-28 |
0.500 |
162-25 |
0.382 |
162-21 |
LOW |
162-09 |
0.618 |
161-22 |
1.000 |
161-10 |
1.618 |
160-23 |
2.618 |
159-24 |
4.250 |
158-05 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
162-28 |
162-27 |
PP |
162-26 |
162-25 |
S1 |
162-25 |
162-22 |
|